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<table width="100%" summary="page for SP500"><tr><td>SP500</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Returns on Standard \&amp; Poor's 500 Index </h2>

<h3>Description</h3>

<p>daily observations from 1981&ndash;01 to 1991&ndash;04
</p>
<p><em>number of observations</em> :  2783
</p>


<h3>Usage</h3>

<pre>data(SP500)</pre>


<h3>Format</h3>

<p>A dataframe containing :
</p>

<dl>
<dt>r500</dt><dd><p>daily return S\&amp;P500 (change in log index)</p>
</dd>
</dl>



<h3>References</h3>

<p>Verbeek, Marno (2004) <em>A Guide to Modern Econometrics</em>, John Wiley and Sons.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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